+230.8%
RDW vs FLUT
-42.2%
+273.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.9% |
| 7D | +0.9% | +0.4% | +0.4% | +0.7% |
| 30D | -21.3% | +2.5% | -23.8% | -22.2% |
| 3M | -37.9% | -9.2% | -28.6% | -36.8% |
| 6M | +12.3% | -8.2% | +20.5% | +11.4% |
| YTD | +39.7% | -53.2% | +93.0% | +94.6% |
| 1Y | +25.7% | -65.6% | +91.3% | +104.0% |
| 3Y | +230.8% | -43.6% | +274.4% | +380.1% |
| All | +230.8% | -42.2% | +273.1% | +380.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FLUT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling